-42.9%
APTV vs ESTC
+23.7%
-66.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.1% |
| 7D | -1.2% | -3.3% | +2.2% | -0.3% |
| 30D | -10.6% | +13.4% | -24.1% | -14.3% |
| 3M | -35.0% | +41.3% | -76.3% | -41.6% |
| 6M | -38.9% | +62.6% | -101.5% | -47.5% |
| YTD | -41.5% | +14.8% | -56.3% | -45.3% |
| 1Y | -45.8% | -5.1% | -40.8% | -47.2% |
| 3Y | -55.7% | +11.2% | -66.9% | -62.4% |
| 5Y | -70.1% | -47.0% | -23.1% | -71.3% |
| All | -42.9% | +23.7% | -66.6% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling